+70.5%
LHX vs CLBK
+65.5%
+5.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -4.3% | -1.5% | -2.8% | -3.9% |
| 30D | -15.1% | -1.0% | -14.1% | -14.9% |
| 3M | -21.0% | +22.9% | -43.9% | -25.6% |
| 6M | -32.0% | +44.2% | -76.2% | -38.8% |
| YTD | -15.3% | +64.0% | -79.3% | -26.9% |
| 1Y | -11.1% | +65.7% | -76.7% | -23.7% |
| 3Y | +54.0% | +54.1% | 0.0% | +30.9% |
| 5Y | +17.1% | +44.7% | -27.6% | -5.1% |
| All | +70.5% | +65.5% | +5.0% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling